Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306): Difference between revisions
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Revision as of 18:35, 18 April 2024
scientific article
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| English | Spectrum estimation for large dimensional covariance matrices using random matrix theory |
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Spectrum estimation for large dimensional covariance matrices using random matrix theory (English)
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6 February 2009
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principal components analysis
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eigenvalues of covariance matrices
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high-dimensional inference
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Stieltjes transform
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Marčenko-Pastur equation
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convex optimization
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